+32.9%
TSLA vs PFGC
+59.5%
-26.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -0.4% |
| 7D | -3.4% | -4.8% | +1.4% | -0.9% |
| 30D | +9.2% | -17.2% | +26.4% | +20.5% |
| 3M | -4.7% | -6.3% | +1.6% | -2.2% |
| 6M | -8.9% | +8.8% | -17.8% | -14.9% |
| YTD | -19.2% | +4.9% | -24.1% | -24.1% |
| 1Y | +4.5% | -9.5% | +14.0% | +8.5% |
| All | +32.9% | +59.5% | -26.6% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PFGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling